Well it acts like it must be a setting somewhere because this only happens on my machine. One of the other ranorex programmers on our team has pulled the same source code and his opens the rxrec file correctly when double clicking the recordings.

Which version of Ranorex do you use?
Please try to uninstall Ranorex and install it again. Please make sure that all prerequisites are installed properly. If you download the zip file from our download archive you will find the setup.exe file. You can also download the Ranorex-X.X.X.exe file to install Ranorex.